Heat oil in a medium skillet over medium heat. Cook shallots and garlic until soft, about 1 minute. Reduce heat. Cook until golden, 3 to 5 minutes. Add peppers and juice; bring to a boil. Lower heat; simmer until peppers are soft, about 5 minutes. Cool. Puree in a blender. Pour into a 9" x 13" baking dish.

Coat eggplants with cooking spray and broil on a baking sheet until golden on both sides, about 15 minutes. Heat oven to 400˚.

Mash cheese, olives, capers and 1 tbsp of the parsley in a bowl. Place 1 tbsp of filling at the end of each eggplant slice; roll up. Lay seam side down in dish. Bake 10 to 15 minutes. Top with remaining 1 tbsp parsley.